Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.537711 0.605418 0.682827 0.778905 0.896422 1.037479 1.222758
2025-08-24 0.450571 0.531501 0.630979 0.765178 0.946351 1.190320 1.558957
2025-08-31 0.417395 0.511714 0.634986 0.814080 1.079418 1.480703 2.188439
2025-09-07 0.375938 0.473195 0.605860 0.809237 1.132626 1.669858 2.755937
2025-09-14 0.340958 0.437897 0.574585 0.793312 1.162103 1.827086 3.356310
2025-09-21 0.315608 0.412578 0.553396 0.787714 1.205220 2.021498 4.175540
2025-09-28 0.291735 0.386632 0.527652 0.769749 1.221157 2.167245 5.003980
2025-10-05 0.286224 0.386893 0.541595 0.819835 1.376245 2.681748 7.608934
2025-10-12 0.287374 0.397057 0.572105 0.904407 1.627806 3.594878 14.196539
2025-10-19 0.270799 0.377844 0.551626 0.889880 1.656870 3.906022 18.943875
2025-10-26 0.258361 0.364200 0.539139 0.888855 1.717985 4.368989 27.946359
2025-11-02 0.243609 0.345694 0.516416 0.863782 1.712520 4.596739 36.998719
2025-11-09 0.224962 0.320510 0.481437 0.812410 1.636270 4.546455 43.163324
2025-11-16 0.212731 0.305246 0.463048 0.793938 1.646090 4.884552 66.810659
2025-11-23 0.210715 0.306898 0.475399 0.843771 1.866927 6.495701 360.462312
2025-11-30 0.201858 0.296198 0.463714 0.837859 1.919585 7.328665 2652.366192
2025-12-07 0.192490 0.284014 0.448168 0.820754 1.931642 7.954644 NaN
2025-12-14 0.185156 0.274944 0.437868 0.814718 1.980488 8.980087 NaN
2025-12-21 0.177027 0.264003 0.423072 0.795777 1.978574 9.629597 NaN
2025-12-28 0.176781 0.267066 0.436167 0.848399 2.267130 14.166489 NaN
2026-01-04 0.179428 0.275520 0.461054 0.937462 2.771925 26.623168 NaN
2026-01-11 0.172796 0.266395 0.448472 0.922139 2.800363 30.753457 NaN
2026-01-18 0.167769 0.260013 0.441251 0.921055 2.901633 39.030512 NaN